yc_xxx_get {rb3}R Documentation

Retrieve Yield Curve Data

Description

These functions retrieve yield curve data, either for all available curves (yc_get) or specifically for:

Usage

yc_get()

yc_brl_get()

yc_ipca_get()

yc_usd_get()

Details

The yield curve data is downloaded from the B3 website https://www2.bmf.com.br/pages/portal/bmfbovespa/lumis/lum-taxas-referenciais-bmf-ptBR.asp. See the Curve Manual in this link https://www.b3.com.br/data/files/8B/F5/11/68/5391F61043E561F6AC094EA8/Manual_de_Curvas.pdf for more details.

Value

An arrow_dplyr_query or ArrowObject, representing a lazily evaluated query. The underlying data is not collected until explicitly requested, allowing efficient manipulation of large datasets without immediate memory usage. To trigger evaluation and return the results as an R tibble, use collect().

The returned data includes the following columns:

Examples

## Not run: 
df <- yc_get() |>
  filter(curve_name == "PRE") |>
  collect()

## End(Not run)
## Not run: 
df_yc <- yc_brl_get() |>
  filter(refdate == Sys.Date()) |>
  collect()
head(df_yc)

## End(Not run)
## Not run: 
df_yc_ipca <- yc_ipca_get() |>
  filter(refdate == Sys.Date()) |>
  collect()
head(df_yc_ipca)

## End(Not run)
## Not run: 
df_yc_usd <- yc_usd_get() |>
  filter(refdate == Sys.Date()) |>
  collect()
head(df_yc_usd)

## End(Not run)

[Package rb3 version 0.1.0 Index]